+110.3%
MO vs ADM
+178.5%
-68.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.0% | +3.0% | -4.0% | -1.9% |
| 30D | +5.8% | +8.7% | -2.9% | +2.9% |
| 3M | -4.5% | +7.6% | -12.1% | -7.1% |
| 6M | +5.7% | +26.9% | -21.1% | -2.9% |
| YTD | +23.1% | +54.3% | -31.2% | +5.7% |
| 1Y | +10.9% | +45.7% | -34.7% | -3.2% |
| 3Y | +96.1% | +21.9% | +74.2% | +77.8% |
| 5Y | +100.1% | +67.2% | +32.9% | +51.3% |
| All | +110.3% | +178.5% | -68.2% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling